Trading Metrics calculated at close of trading on 27-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2009 |
27-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
4,255.0 |
4,269.0 |
14.0 |
0.3% |
4,120.0 |
High |
4,310.5 |
4,285.0 |
-25.5 |
-0.6% |
4,310.5 |
Low |
4,227.5 |
4,167.5 |
-60.0 |
-1.4% |
4,109.5 |
Close |
4,272.5 |
4,212.5 |
-60.0 |
-1.4% |
4,212.5 |
Range |
83.0 |
117.5 |
34.5 |
41.6% |
201.0 |
ATR |
143.9 |
142.0 |
-1.9 |
-1.3% |
0.0 |
Volume |
165,388 |
138,756 |
-26,632 |
-16.1% |
828,992 |
|
Daily Pivots for day following 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,574.2 |
4,510.8 |
4,277.1 |
|
R3 |
4,456.7 |
4,393.3 |
4,244.8 |
|
R2 |
4,339.2 |
4,339.2 |
4,234.0 |
|
R1 |
4,275.8 |
4,275.8 |
4,223.3 |
4,248.8 |
PP |
4,221.7 |
4,221.7 |
4,221.7 |
4,208.1 |
S1 |
4,158.3 |
4,158.3 |
4,201.7 |
4,131.3 |
S2 |
4,104.2 |
4,104.2 |
4,191.0 |
|
S3 |
3,986.7 |
4,040.8 |
4,180.2 |
|
S4 |
3,869.2 |
3,923.3 |
4,147.9 |
|
|
Weekly Pivots for week ending 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,813.8 |
4,714.2 |
4,323.1 |
|
R3 |
4,612.8 |
4,513.2 |
4,267.8 |
|
R2 |
4,411.8 |
4,411.8 |
4,249.4 |
|
R1 |
4,312.2 |
4,312.2 |
4,230.9 |
4,362.0 |
PP |
4,210.8 |
4,210.8 |
4,210.8 |
4,235.8 |
S1 |
4,111.2 |
4,111.2 |
4,194.1 |
4,161.0 |
S2 |
4,009.8 |
4,009.8 |
4,175.7 |
|
S3 |
3,808.8 |
3,910.2 |
4,157.2 |
|
S4 |
3,607.8 |
3,709.2 |
4,102.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,310.5 |
4,109.5 |
201.0 |
4.8% |
116.8 |
2.8% |
51% |
False |
False |
165,798 |
10 |
4,310.5 |
3,955.5 |
355.0 |
8.4% |
115.4 |
2.7% |
72% |
False |
False |
119,586 |
20 |
4,310.5 |
3,599.5 |
711.0 |
16.9% |
135.9 |
3.2% |
86% |
False |
False |
62,114 |
40 |
4,703.5 |
3,599.5 |
1,104.0 |
26.2% |
139.8 |
3.3% |
56% |
False |
False |
31,381 |
60 |
5,151.0 |
3,599.5 |
1,551.5 |
36.8% |
145.0 |
3.4% |
40% |
False |
False |
21,121 |
80 |
5,151.0 |
3,599.5 |
1,551.5 |
36.8% |
148.9 |
3.5% |
40% |
False |
False |
16,353 |
100 |
5,414.0 |
3,599.5 |
1,814.5 |
43.1% |
166.8 |
4.0% |
34% |
False |
False |
13,173 |
120 |
5,684.0 |
3,599.5 |
2,084.5 |
49.5% |
184.6 |
4.4% |
29% |
False |
False |
11,010 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,784.4 |
2.618 |
4,592.6 |
1.618 |
4,475.1 |
1.000 |
4,402.5 |
0.618 |
4,357.6 |
HIGH |
4,285.0 |
0.618 |
4,240.1 |
0.500 |
4,226.3 |
0.382 |
4,212.4 |
LOW |
4,167.5 |
0.618 |
4,094.9 |
1.000 |
4,050.0 |
1.618 |
3,977.4 |
2.618 |
3,859.9 |
4.250 |
3,668.1 |
|
|
Fisher Pivots for day following 27-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
4,226.3 |
4,228.0 |
PP |
4,221.7 |
4,222.8 |
S1 |
4,217.1 |
4,217.7 |
|